+243.6%
UMC vs DD
+567.9%
-324.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | +5.0% | -3.5% | +8.5% | +6.7% |
| 30D | +7.7% | -10.3% | +18.0% | +13.2% |
| 3M | +1.7% | -7.5% | +9.2% | +5.4% |
| 6M | +113.9% | -8.0% | +121.9% | +121.3% |
| YTD | +168.9% | +10.5% | +158.4% | +153.5% |
| 1Y | +207.2% | +38.3% | +168.9% | +157.9% |
| 3Y | +227.7% | +42.5% | +185.2% | +161.6% |
| 5Y | +118.0% | +60.2% | +57.9% | +62.9% |
| 10Y | +1,682.1% | +68.9% | +1,613.3% | +1,052.9% |
| All | +243.6% | +567.9% | -324.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling